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Time Series: Theory and Methods

Name: Time Series: Theory and Methods
Brand: Springer-Verlag New York Inc.
SKU: 04226718
Price: 3379 CZK
Availability: InStock
Author: Peter J. Brockwell
ISBN: 9781441903198

Peter J. Brockwell

Jazyk

Angličtina

Kniha Brožovaná

Libristo kód: 04226718

Nakladatelství Springer-Verlag New York Inc., duben 2009

This paperback edition is a reprint of the 1991 edition.§Time Series: Theory and Methods is a system... Celý popis

Libristo kód: 04226718

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3 379 Kč

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This paperback edition is a reprint of the 1991 edition.§Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It contains substantial chapters on multivariate series and state-space models (including applications of the Kalman recursions to missing-value problems) and shorter accounts of special topics including long-range dependence, infinite variance processes and non-linear models.